That example should work. Maybe, you need to check and modify the project settings. Firstly check that your build to iPhone SDK. Check different configuration: release, debug. device, simulator, etc. If you will select the top most item in the left panel in Xcode and click on the right mouse, in the popup menu you can choose "Get Info" - that's the project settings. You can see and modify them. Also you need to check the Targets in the project - right click and modify.

I've downloaded the sample and compiled it.
Yes, you need to set the SDK. Open the project in Xcode. The most top item in the left panel is MoviePlayer. Select it. Click on the right mouse button. In the popup menu select "Get Info". Select "Build" page. Here you need to set the SDK. I attached a screenshot.
Then, in Xcode select the Simulator as the target - the second screenshot.

ok... the video plays at my iphone simulator, but im having three problems:
1 - if i rotate the iPhone Simulator, the video dont rotate.
2 - if i touch the video, i cant see the buttons (play, pause, etc.)
3 - when the video finish, the program close.

i dont understand what you say...
do you want that i put accept as solution and after that i create more threads with these three questions?
im new here at experts-exchange and i dont understand how this site works...
but thanks!

If you already got the answer for your question, you accept a comment as a solution, and, then, you can ask a related question.
EE Help about the related questions:http://www.experts-exchange.com/help.jsp#hs=29&hi=414
I'd recommend you to ask these three questions separately - these are three different questions. I think so.

In case you need to change the accepted solution, you just press "Request Attention" in the right-down corner of the question area. Then, say what is the problem.
I think, it's better if you will do it. I can press "Request Attention" too, but my explanation will be much longer. :)

Preface
In the first 100 days of the Macintosh release in January 1984, Apple sold 72,000 of the computers. Relatively cheap, easy-to-use personal computer with a graphical operating system.
I've never seen this model. I did see this one:
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